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Why is EU correlated with Oil? 5 replies
who trades Correlated pairs? 0 replies
correlated pairs 2 replies
Pairs least correlated to GBP/JPY? 1 reply
The correlated arb/hedge-system 21 replies
Disliked{quote} Mine was 1:25 with 1200. Max DD - 170. Now imagine having recovery orders. Have a look at the date openened/closed. {image}Ignored
Disliked{quote} It is premature to devote oneself to mathematics. First I want to get rid of the red numbers. Is version 1.25 anywhere? Will this version be updated after expiration?Ignored
Disliked{quote} v1.25 has no expiration. In the 1st post there is all the information you need. You are 3 versions behind. Corti is in constant update/optimized as data is gathered / analyzed. Check my blog posts to understand Corti latests versions.Ignored
DislikedBig thanks for inspiration by master's great work. It is tried to redesign an EA using different trade logics for correlated (even cointegrated) pair trading. Attached is MT5 99% (real ticks) backtest for your reference. Pairs: XTIUSD(crude oil vs US Dollar), XBRUSD(brent oil vs US Dollar) Period: 2019.01.01~2020.04.01 (15 months) ROI: 112% Max DD:49% DD should be concerned carefully~ More study of improvement is required for future works~ {image} {file}Ignored
Disliked{quote} Yes master. If anything is carried out, it will be reported here asap.Ignored
Disliked{quote} If you have free time : Buy = XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY Sell = AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP Only Buy or Sell = USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF Buy NZDJPY,GBPJPY Sell NZDCAD,CADJPY,GBPCAD,CADJPY Buy EURJPY,GBPNZD Sell EURCAD,CADJPY,GBPAUD,AUDNZD Buy GBPCHF,EURCHF Sell GBPCAD,CADCHF,EURCAD,CADCHF Buy AUDCHF,NZDCAD Sell AUDCAD,CADCHF,NZDUSD,USDCAD Buy AUDCAD Sell USDCAD,AUDNZD,NZDUSD Buy : NZDJPY, GBPCAD Sell : NZDCAD,GBPJPY Buy : EURJPY,GBPAUD,AUDNZD Sell : EURCAD,CADJPY,GBPNZD Buy : GBPCHF,EURCAD...Ignored
Disliked{quote} If you have free time : Buy = XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY Sell = AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP Only Buy or Sell = USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF Buy NZDJPY,GBPJPY Sell NZDCAD,CADJPY,GBPCAD,CADJPY Buy EURJPY,GBPNZD Sell EURCAD,CADJPY,GBPAUD,AUDNZD Buy GBPCHF,EURCHF Sell GBPCAD,CADCHF,EURCAD,CADCHF Buy AUDCHF,NZDCAD Sell AUDCAD,CADCHF,NZDUSD,USDCAD Buy AUDCAD Sell USDCAD,AUDNZD,NZDUSD Buy : NZDJPY, GBPCAD Sell : NZDCAD,GBPJPY Buy : EURJPY,GBPAUD,AUDNZD Sell : EURCAD,CADJPY,GBPNZD Buy : GBPCHF,EURCAD...Ignored